+780.8%
COHR vs PENG
+762.7%
+18.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +6.4% | +0.2% | +4.1% |
| 7D | +1.0% | +4.5% | -3.6% | -0.8% |
| 30D | -14.1% | -7.1% | -7.0% | -11.2% |
| 3M | -33.2% | -27.3% | -5.9% | -25.8% |
| 6M | +2.5% | +169.6% | -167.0% | -31.0% |
| YTD | +52.7% | +164.6% | -111.9% | +2.3% |
| 1Y | +194.8% | +109.5% | +85.3% | +113.4% |
| 3Y | +650.8% | +98.9% | +551.9% | +403.5% |
| 5Y | +358.4% | +116.3% | +242.1% | +192.9% |
| All | +780.8% | +762.7% | +18.1% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling